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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
+1.61%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$77.8M
AUM Growth
-$5.54M
Cap. Flow
-$7.97M
Cap. Flow %
-10.24%
Top 10 Hldgs %
30.87%
Holding
500
New
232
Increased
29
Reduced
29
Closed
204

Top Buys

Rank Stock Value
1
UPRO icon
ProShares UltraPro S&P 500
UPRO
+$6.67M
2
IBB icon
iShares Biotechnology ETF
IBB
+$2.61M
3
DUST icon
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
+$1.05M
4
PFE icon
Pfizer
PFE
+$815K
5
BND icon
Vanguard Total Bond Market
BND
+$732K

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$9.22M
2
SDS icon
ProShares UltraShort S&P500
SDS
+$4.33M
3
SH icon
ProShares Short S&P500
SH
+$3.47M
4
META icon
Meta Platforms (Facebook)
META
+$1.32M
5
VGK icon
Vanguard FTSE Europe ETF
VGK
+$1.24M

Sector Composition

Rank Sector Weight
1 Financials 12.69%
2 Healthcare 6.41%
3 Materials 4.88%
4 Technology 4.16%
5 Industrials 3.16%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EAGLU
451
DELISTED
Double Eagle Acquisition Corp.
EAGLU
– –
-12,583
Closed -$126K
VALE.P
452
DELISTED
Vale S A
VALE.P
– –
-57,054
Closed -$145K
XRA
453
DELISTED
Exeter Resources Corporation
XRA
– –
-12,466
Closed -$4K
PWE
454
DELISTED
Penn West Energy Petroleum Ltd
PWE
– –
-152,609
Closed -$128K
XCO
455
DELISTED
Exco Resources
XCO
– –
-2,071
Closed -$39K
OHGI
456
DELISTED
One Horizon Group, Inc.
OHGI
– –
-1,844
Closed -$13K
TPLM
457
DELISTED
Triangle Petroleum Corporation
TPLM
– –
-14,830
Closed -$11K
TEAR
458
DELISTED
TearLab Corporation
TEAR
– –
-1,647
Closed -$23K
TEUM
459
DELISTED
Pareteum Corporation
TEUM
– –
-846
Closed -$6K
UWTI
460
DELISTED
VelocityShares 3x Long Crude Oil ETN linked to the S&P GSCI Crude Oil Index ER due February 9,
UWTI
– –
-6,051
Closed -$239K
DRYS
461
DELISTED
DryShips Inc. Common Stock
DRYS
– –
0
– -$6K
WY.PRA
462
DELISTED
WEYERHAEUSER COMP PREF CONV SER A (WA)
WY.PRA
– –
-4,202
Closed -$211K
UNIS
463
DELISTED
Unilife Corporation
UNIS
– –
-2,141
Closed -$11K
SUNE
464
DELISTED
SUNEDISON, INC COM
SUNE
– –
-13,725
Closed -$70K
FREE
465
DELISTED
FREESEAS INC SHS NEW APR 2016 (MHL)
FREE
$0 ﹤0.01%
+67
New +$2.16K
PSUN
466
DELISTED
PACIFIC SUNWEAR OF CAL. INC
PSUN
– –
-17,937
Closed -$4K
LF
467
DELISTED
LEAPFROG ENTERPRISES INC.
LF
– –
-13,975
Closed -$10K
ANAD
468
DELISTED
ANADIGICS INC
ANAD
– –
-10,000
Closed -$6K
RVLT
469
DELISTED
Revolution Lighting Technologies, Inc. - Class A
RVLT
– –
-1,373
Closed -$11K
GRH
470
DELISTED
GREENHUNTER RESOURCES INC. COM
GRH
– –
-20,320
Closed -$2K
REE
471
DELISTED
RARE ELEMENT RES LTD
REE
– –
-30,906
Closed -$5K
TSYS
472
DELISTED
TELECOMMUNICATIONS SYS INC "A"
TSYS
– –
-21,364
Closed -$106K
NGLS
473
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
– –
-10,052
Closed -$166K
DRWI
474
DELISTED
DragonWave Inc
DRWI
– –
-1,540
Closed -$4K
BDBD
475
DELISTED
BOULDER BRANDS INC
BDBD
– –
-13,812
Closed -$152K
16 17 18
19
20

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Two Sigma Securities's Q1 2016 Portfolio in Review

As of Q1 2016, Two Sigma Securities held 500 positions worth $77.8M, down 6.7% from $83.3M the previous quarter. Its ten largest holdings account for 31% of the portfolio.

Two Sigma Securities withdrew a net $7.97M in Q1 2016, closing 204 positions and reducing 29 holdings. Its most notable exit was ProShares UltraShort S&P500, an estimated $4.33M position sold in full.

By sector, the portfolio is most concentrated in Financials at 13% of assets, up from 9.6% a quarter earlier, followed by Healthcare and Materials.

Against the trend, Two Sigma Securities opened a new position in ProShares UltraPro S&P 500 worth $7.8M.

  • Two Sigma Securities's largest Q1 2016 buy was ProShares UltraPro S&P 500: 739,116 shares worth $7.8M.
  • Two Sigma Securities added most to iShares Biotechnology ETF in Q1 2016, an estimated $2.61M increase.
  • Two Sigma Securities's biggest Q1 2016 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $9.22M.
  • Two Sigma Securities fully exited ProShares UltraShort S&P500 in Q1 2016, selling an estimated $4.33M.
  • Two Sigma Securities's ten largest holdings make up 31% of its $77.8M portfolio in Q1 2016.
  • Two Sigma Securities opened 232 new positions and closed 204 in Q1 2016.
  • Two Sigma Securities's portfolio value fell 6.7% quarter-over-quarter to $77.8M.

Based on Two Sigma Securities's 13F filing for Q1 2016, filed 16 May 2016.